Pages that link to "Item:Q945045"
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The following pages link to A stochastic receding horizon control approach to constrained index tracking (Q945045):
Displaying 6 items.
- Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
- Model predictive control: recent developments and future promise (Q2342418) (← links)
- A hybrid approach for index tracking with practical constraints (Q2438411) (← links)
- Tracking a Financial Benchmark Using a Few Assets (Q3391973) (← links)
- Dynamic Index Tracking and Risk Exposure Control Using Derivatives (Q4559474) (← links)
- (Q5393513) (← links)